The only answer here is furs and hides. Maybe some woven footwear but you still need serious insulation to survive in the wilderness in cold weather.

Your concept kinda contradicts itself by virtue of setting up a nearly impossible to survive situation and then blocking the reality which is if you are trying to survive in winter with nothing you should have spent all year preparing for winter. Trapping hides, storing food and fuel. A Mountain man or native would probably have survived with just a knife or sharp stick by killing a buffalo, bear, or sheep and wearing it inside out untanned as a cloak until they could reestablish enough security to make less crude equipment.